• Review of Collateral Haircuts - Effective July 08, 2022

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 22-261
      • Notice Date
      • 08 July 2022
      • Effective Date
      • 08 July 2022

    • In conjunction with the regular review of market volatility and to ensure adequate collateral coverage, please find below the current acceptable collateral and haircuts for CME Clearing.

      Click here for the full text of the advisory

      22-261

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